Compendium › Reversion › PEP
Simulated with $10,000 starting capital
Period: 1M 3M 6M YTD 1Y 2Y
PEP
Alpaca Tradeable

Reversion's Analysis

2024-01-02 00:00:00+00 to 2026-09-24 19:55:00+00 • 30 trades executed

-11.70%
2 Years Return
$8,464.26
Current Value
44%
Win Rate
$9,586.30
Period Start
Login to Apply
PHASE 5: BULL TREND
Signals generated 2026-09-24 20:59:32

Trend-following and momentum strategies active. Ride winners.

Fear & Greed
71
Greed
VIX
14.2
LOW
10Y Yield
5.11%
HIGH
Yield Curve
+0.31%
NORMAL
HY Spread
2.68
CALM
🌍 Kp Index
🟢 0.5
Quiet
RSI(14)
85.2 overbought
20d Trend
+19.9%
5d Trend
+9.7%
EMA20 Dist
+9.3%
ATR%
2.1%
Range Pos
98%
Bounce Ratio
62.6×
Green/Red 10d
9/1

Strategy Score Scored Sep 24, 2026

3
Lifetime
Confidence: 80%

Quality Components

Return-to-Risk
0.0/35
Total Return
0.0/25
Win Rate
0.0/15
Profit Factor
0.0/15
Consistency
3.1/10
Raw Quality 3.1/100
× Confidence 0.80 = 2.5

30-Day Momentum

0
-5.3%
30d Return
33%
Win Rate
3
Trades
0.8×
Profit Factor
Quality: 0.0 Conf: 0.61×
Cooling (-3 vs lifetime)
Momentum below PRO threshold (40+)
How Scoring Works: Score = Quality × Confidence. Quality (0-100) rates absolute performance across 5 dimensions: Return-to-Risk (35pts), Total Return (25pts), Win Rate (15pts), Profit Factor (15pts), Consistency (10pts). Confidence (80%) adjusts for trade count and freshness — more trades + recent activity = higher confidence. Momentum uses the same model recalibrated for a 30-day trailing window. PRO status requires both Lifetime Score ≥ 70 and Momentum ≥ 40.

Data Transparency

Hybrid data: Historical backfill + Yahoo/Alpaca (live) - verifiable market data
Data Source
Yahoo + Alpaca
Candles Used
49,441
Timeframe
5-Minute Bars
Date Range
2024-09-24 → 2026-09-24
Trading Days
525 days
Data Gaps
None (21 market holidays)

Market Closed (21 days)

2024-11-28 — Thanksgiving, 2024-12-25 — Christmas Day, 2025-01-01 — New Year's Day, 2025-01-09 — National Day of Mourning (Carter), 2025-01-20 — MLK Jr. Day, 2025-02-17 — Presidents' Day, 2025-04-18 — Good Friday, 2025-05-26 — Memorial Day, 2025-06-19 — Juneteenth, 2025-07-04 — Independence Day, 2025-09-01 — Labor Day, 2025-11-27 — Thanksgiving, 2025-12-25 — Christmas Day, 2026-01-01 — New Year's Day, 2026-01-19 — MLK Jr. Day, 2026-02-16 — Presidents' Day, 2026-04-03 — Good Friday, 2026-05-25 — Memorial Day, 2026-06-19 — Juneteenth, 2026-07-03 — Independence Day (observed) ... and 1 more
Brokerage: Alpaca Markets

✓ Tradeable on Alpaca
Stocks: Commission-free • Market hours: 9:30 AM - 4:00 PM ET

To execute these strategies, you'll need an Alpaca brokerage account.

Performance Summary

Starting Capital
$9,586.30
Current Value
$8,464.26
Total P&L
$-1,122.04
Max Drawdown
-11.2%
Sharpe Ratio
-0.14

Trade Statistics

Total Trades
27
Winners / Losers
12 / 15
Best Trade
+7.04%
Worst Trade
-6.22%
Avg Trade Return
-0.42%
Avg Hold Time
7.6d

💰 Trading Cost Analysis (Alpaca Fees)

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$308,381.07
Estimated Fees
$0.00
Gross P&L
$-1,122.04
Net P&L (after fees)
$-1,122.04
Gross Return
-11.70%
Net Return (after fees)
-11.70%

✅ Stocks: Alpaca offers commission-free stock trading. No fees on this symbol!
Actual fees may vary based on your volume tier. See Alpaca pricing.

Equity Curve — Your Money Over Time

Each dot is a completed trade. ● Green = profitable trade, ● Red = losing trade. Hover for details.

The dashed blue line shows your starting $10,000. Points above = profit, points below = loss.

🖱️ Scroll to zoom • Click & drag to pan • Double-click to reset

Price Action + Equity Overlay

📈 PEP Price (left axis) vs 📊 Your Equity (right axis). See how the stock price moved while you held positions.

🖱️ Scroll to zoom • Click & drag to pan • Double-click to reset
📊 Price data: 525 trading days 🎯 Trade markers show BUY (▲) and SELL (▼) points

Complete Trade History

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Reversion had $9,586.30 at period start. When he sees a buy signal, he uses all available cash to buy shares. He holds until hitting his +5% target, -10% stop loss, or 30-day limit. After selling, the profit/loss is added to his balance, and the next trade uses that new balance.

# Action Date & Time Price/Share Shares Total Value Balance After Result Exit Reason
1 🟢 BUY Nov 15, 2024 9:50am ET $161.89 0 $0.00 — — —
🔴 SELL Nov 15, 2024 11:20am ET $158.58 0 $0.00 $9,391.31 $-194.99
(-2.0%) 		🛑 -10% Stop
0m held
2 🟢 BUY Feb 4, 2025 9:30am ET $146.36 0 $0.00 — — —
🔴 SELL Feb 4, 2025 11:10am ET $143.43 0 $0.00 $9,203.47 $-187.84
(-2.0%) 		🛑 -10% Stop
0m held
3 🟢 BUY Mar 11, 2025 9:55am ET $152.91 0 $0.00 — — —
🔴 SELL Mar 12, 2025 9:30am ET $147.66 0 $0.00 $8,888.47 $-315.00
(-3.4%) 		🛑 -10% Stop
0m held
4 🟢 BUY Mar 12, 2025 9:35am ET $148.29 0 $0.00 — — —
🔴 SELL Mar 13, 2025 9:35am ET $149.23 0 $0.00 $8,943.59 +$55.12
(+0.6%) 		END_OF_DAY
0m held
5 🟢 BUY Apr 7, 2025 9:30am ET $142.60 0 $0.00 — — —
🔴 SELL Apr 7, 2025 10:15am ET $145.38 0 $0.00 $9,115.95 +$172.36
(+1.9%) 		🎯 +5% Target
0m held
6 🟢 BUY Apr 24, 2025 10:20am ET $137.57 0 $0.00 — — —
🔴 SELL Apr 24, 2025 1:20pm ET $134.75 0 $0.00 $8,929.50 $-186.45
(-2.0%) 		🛑 -10% Stop
0m held
7 🟢 BUY Sep 8, 2025 9:35am ET $142.91 0 $0.00 — — —
🔴 SELL Sep 9, 2025 9:35am ET $142.12 0 $0.00 $8,880.52 $-48.98
(-0.6%) 		END_OF_DAY
0m held
8 🟢 BUY Oct 6, 2025 9:40am ET $139.35 0 $0.00 — — —
🔴 SELL Oct 6, 2025 10:15am ET $140.78 0 $0.00 $8,970.93 +$90.41
(+1.0%) 		🎯 +5% Target
0m held
9 🟢 BUY Oct 29, 2025 9:30am ET $146.89 0 $0.00 — — —
🔴 SELL Oct 30, 2025 9:30am ET $147.18 0 $0.00 $8,988.93 +$18.00
(+0.2%) 		END_OF_DAY
0m held
10 🟢 BUY Mar 6, 2026 9:30am ET $158.25 56 $8,862.00 — — —
🔴 SELL Mar 16, 2026 10:30am ET $160.16 56 $8,969.24 $9,096.17 +$107.24
(+1.2%) 		⏰ 30 Day Max
10d held
11 🟢 BUY Mar 17, 2026 1:00pm ET $156.61 58 $9,083.33 — — —
🔴 SELL Mar 27, 2026 1:00pm ET $152.52 58 $8,846.16 $8,859.00 $-237.17
(-2.6%) 		⏰ 30 Day Max
10d held
12 🟢 BUY Mar 30, 2026 2:00pm ET $157.50 56 $8,820.00 — — —
🔴 SELL Apr 9, 2026 2:00pm ET $157.76 56 $8,834.28 $8,873.28 +$14.28
(+0.2%) 		⏰ 30 Day Max
10d held
13 🟢 BUY Apr 13, 2026 10:05am ET $155.61 57 $8,869.77 — — —
🔴 SELL Apr 23, 2026 10:05am ET $155.74 57 $8,877.18 $8,880.69 +$7.41
(+0.1%) 		⏰ 30 Day Max
10d held
14 🟢 BUY Apr 24, 2026 1:05pm ET $155.11 57 $8,841.27 — — —
🔴 SELL May 4, 2026 1:05pm ET $154.53 57 $8,808.21 $8,847.63 $-33.06
(-0.4%) 		⏰ 30 Day Max
10d held
15 🟢 BUY May 5, 2026 3:55pm ET $155.23 56 $8,692.88 — — —
🔴 SELL May 15, 2026 3:55pm ET $149.09 56 $8,349.04 $8,503.79 $-343.84
(-4.0%) 		⏰ 30 Day Max
10d held
16 🟢 BUY May 19, 2026 1:05pm ET $149.95 56 $8,397.20 — — —
🔴 SELL May 29, 2026 1:05pm ET $144.91 56 $8,114.96 $8,221.55 $-282.24
(-3.4%) 		⏰ 30 Day Max
10d held
17 🟢 BUY Jun 1, 2026 3:05pm ET $141.68 58 $8,217.15 — — —
🔴 SELL Jun 11, 2026 3:05pm ET $144.71 58 $8,393.47 $8,397.87 +$176.32
(+2.1%) 		⏰ 30 Day Max
10d held
18 🟢 BUY Jun 15, 2026 9:30am ET $142.90 58 $8,288.20 — — —
🔴 SELL Jun 25, 2026 9:30am ET $141.85 58 $8,227.01 $8,336.68 $-61.19
(-0.7%) 		⏰ 30 Day Max
10d held
19 🟢 BUY Jun 26, 2026 3:10pm ET $141.09 59 $8,324.31 — — —
🔴 SELL Jul 6, 2026 3:10pm ET $143.42 59 $8,461.78 $8,474.15 +$137.47
(+1.7%) 		⏰ 30 Day Max
10d held
20 🟢 BUY Jul 8, 2026 9:35am ET $143.71 58 $8,335.47 — — —
🔴 SELL Jul 20, 2026 9:30am ET $136.83 58 $7,936.14 $8,074.82 $-399.33
(-4.8%) 		⏰ 30 Day Max
12d held
21 🟢 BUY Jul 21, 2026 9:40am ET $134.35 60 $8,061.30 — — —
🔴 SELL Jul 28, 2026 9:30am ET $143.81 60 $8,628.60 $8,642.12 +$567.30
(+7.0%) 		🎯 +5% Target
7d held
22 🟢 BUY Jul 8, 2026 9:35am ET $143.71 58 $8,335.47 — — —
🔴 SELL Jul 30, 2026 9:35am ET $141.12 58 $8,184.96 $8,491.61 $-150.51
(-1.8%) 		⏰ 30 Day Max
22d held
23 🟢 BUY Jul 31, 2026 9:35am ET $138.42 61 $8,443.62 — — —
🔴 SELL Aug 10, 2026 9:35am ET $138.09 61 $8,423.19 $8,471.18 $-20.43
(-0.2%) 		⏰ 30 Day Max
10d held
24 🟢 BUY Aug 12, 2026 9:30am ET $137.40 61 $8,381.40 — — —
🔴 SELL Aug 24, 2026 9:30am ET $145.08 61 $8,849.88 $8,939.66 +$468.48
(+5.6%) 		🎯 +5% Target
12d held
25 🟢 BUY Aug 12, 2026 9:30am ET $137.40 61 $8,381.40 — — —
🔴 SELL Aug 26, 2026 9:30am ET $142.50 61 $8,692.50 $9,250.76 +$311.10
(+3.7%) 		⏰ 30 Day Max
14d held
26 🟢 BUY Aug 27, 2026 9:30am ET $140.70 65 $9,145.50 — — —
🔴 SELL Sep 8, 2026 9:30am ET $137.19 65 $8,917.35 $9,022.61 $-228.15
(-2.5%) 		⏰ 30 Day Max
12d held
27 🟢 BUY Sep 9, 2026 9:30am ET $138.04 65 $8,972.60 — — —
🔴 SELL Sep 21, 2026 9:30am ET $129.45 65 $8,414.25 $8,464.26 $-558.35
(-6.2%) 		⏰ 30 Day Max
12d held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $8,464.26
Net Profit/Loss: $-1,535.74
Total Return: -15.36%
Back to Reversion